1973
DOI: 10.1007/bf01436382
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Exact inverses of certain band matrices

Abstract: Summary.A method for determining exact inverses for arbitrary size band matrices of Toeplitz type and closely related types is outlined. A number of examples arising in statistical problems and finite differences are considered and the initial required elements of the inverses are given.

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Cited by 21 publications
(9 citation statements)
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“…It is possible to find an inverse to the covariance matrix, eq(24), [39], and by the spectral theorem a real symmetric matrix is diagonalizable by orthogonal matrices. Thus we can argue, as in [26], that there is a orthogonal matrix P such that P Σ P − 1 = Λ where is the covariance matrix, eq(24), where Δ j is the column vector with displacement of distance j and Λ is a diagonal matrix with diagonal elements described by the vector λ .…”
Section: D Examplesmentioning
confidence: 99%
“…It is possible to find an inverse to the covariance matrix, eq(24), [39], and by the spectral theorem a real symmetric matrix is diagonalizable by orthogonal matrices. Thus we can argue, as in [26], that there is a orthogonal matrix P such that P Σ P − 1 = Λ where is the covariance matrix, eq(24), where Δ j is the column vector with displacement of distance j and Λ is a diagonal matrix with diagonal elements described by the vector λ .…”
Section: D Examplesmentioning
confidence: 99%
“…[Trench, 1974] Trench presents a method for inverting {p, q}-banded Toeplitz matrices by exploiting the banded structure. [Bevilacqua and Capovani, 1976] Bevilacqua and Capovani extend the results of the papers [Greenberg and Sarhan, 1959] and [Allgower, 1970[Allgower, , 1973 to band matrices and to block band matrices (not necessarily symmetric). Formulas are presented for inverting band matrices whose elements on the extreme diagonals are different from zero.…”
Section: The Overviewmentioning
confidence: 73%
“…[ Uppuluri and Carpenter, 1969] Uppuluri and Carpenter present an exact formula to compute the inverse of a specific covariance matrix, which is a symmetric tridiagonal Toeplitz matrix. [Allgower, 1973] Allgower provides a method for calculating the inverse of banded Toeplitz matrices. [Kershaw, 1970] Kershaw provides bounds between which the elements of the inverse of a tridiagonal matrix with positive off-diagonal elements will lie.…”
Section: The Overviewmentioning
confidence: 99%
“…There are also algorithms that solve Toeplitz systems of linear equations with the complexity O(n log 2 n) (see, e.g., [5,8] and the lists of references given there), but in the context of our problem their significance is only theoretical. Moreover, since G n is associated with the forward difference operator (see (2.4) and (3.7)), in some cases it can be inverted using explicit formulas (see, e.g., [2,18]). Now, let us assume that k, l ≪ n which is the most common case for our problem.…”
Section: An Iterative Approximate Methods Of Solving Boundary Value P...mentioning
confidence: 99%